Commit Graph

3 Commits

Author SHA1 Message Date
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
Stefano Raggi 6bea453b23 Move CurrencyPairs and CurrencySymbols into Currencies class 2016-01-21 17:57:49 +01:00
snugs 844a040be5 Initial impl of coarse universe selection
Adds concept of Subscription to contain everything a data feed needs in order to process  single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
2015-08-06 17:52:23 -04:00